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ESGJ.L vs. IJPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGJ.L vs. IJPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L) and iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESGJ.L is traded in USD, while IJPE.L is traded in EUR. To make them comparable, the IJPE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGJ.L achieves a 17.08% return, which is significantly higher than IJPE.L's 13.81% return.


ESGJ.L

1D
1.13%
1M
-0.89%
6M
10.84%
YTD
17.08%
1Y
36.09%
3Y*
19.65%
5Y*
9.49%
10Y*

IJPE.L

1D
-2.41%
1M
-4.81%
6M
7.70%
YTD
13.81%
1Y
41.31%
3Y*
25.49%
5Y*
18.17%
10Y*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGJ.L vs. IJPE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGJ.L
Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc)
17.08%27.11%8.02%19.45%-17.71%-1.77%
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
13.81%44.44%14.53%37.02%-11.11%2.12%

Correlation

The correlation between ESGJ.L and IJPE.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2021

0.82

The correlation between ESGJ.L and IJPE.L has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

ESGJ.L vs. IJPE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGJ.L
ESGJ.L Risk / Return Rank: 7171
Overall Rank
ESGJ.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESGJ.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
ESGJ.L Omega Ratio Rank: 7171
Omega Ratio Rank
ESGJ.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESGJ.L Martin Ratio Rank: 6868
Martin Ratio Rank

IJPE.L
IJPE.L Risk / Return Rank: 8686
Overall Rank
IJPE.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IJPE.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
IJPE.L Omega Ratio Rank: 8383
Omega Ratio Rank
IJPE.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJPE.L Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGJ.L vs. IJPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L) and iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESGJ.LIJPE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.84

3.44

-0.59

Martin ratioReturn relative to average drawdown

9.02

11.26

-2.24

ESGJ.L vs. IJPE.L - Sharpe Ratio Comparison

The current ESGJ.L Sharpe Ratio is 1.70, which is comparable to the IJPE.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ESGJ.L and IJPE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESGJ.L vs. IJPE.L - Drawdown Comparison

The maximum ESGJ.L drawdown since its inception was -33.20%, smaller than the maximum IJPE.L drawdown of -40.48%. Use the drawdown chart below to compare losses from any high point for ESGJ.L and IJPE.L.


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Drawdown Indicators


ESGJ.LIJPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.20%

-40.48%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-11.96%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.67%

-20.61%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.20%

-27.70%

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-40.48%

Current Drawdown

Current decline from peak

-2.30%

-6.49%

+4.19%

Average Drawdown

Average peak-to-trough decline

-9.47%

-11.56%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.66%

+0.36%

Volatility

ESGJ.L vs. IJPE.L - Volatility Comparison

The current volatility for Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L) is 6.67%, while iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) has a volatility of 7.63%. This indicates that ESGJ.L experiences smaller price fluctuations and is considered to be less risky than IJPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGJ.LIJPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

7.63%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

17.88%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.34%

22.21%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

20.97%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

19.99%

-1.56%

ESGJ.L vs. IJPE.L - Expense Ratio Comparison

ESGJ.L has a 0.15% expense ratio, which is lower than IJPE.L's 0.64% expense ratio.


Dividends

ESGJ.L vs. IJPE.L - Dividend Comparison

Neither ESGJ.L nor IJPE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, ESGJ.L and IJPE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ESGJ.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGJ.L is cheaper with a 0.15% expense ratio, compared with 0.64% for IJPE.L.

ESGJ.L tracks MSCI Japan Universal Select Business Screens Index, while IJPE.L tracks MSCI Japan Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for ESGJ.L and 0.64% for IJPE.L.

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